Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
BLAI.Timeframe and BLAI.length

BEST PARAMETERS
BLAI.Timeframe = 60
BLAI.length = 12
Profit account= 100 (per day adjusted to desire% DD )
Activity = 2.89 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for BLAI.Timeframe = 60 and BLAI.length = 12

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
167 41766.86 874.71 6546.81 5 307 243 -21.8 60 12 NZDUSD 21.82270 45.823844 13747.1532 19139.1808 21.8806013 0.3509735 No
117 40066.62 831.58 7912.45 4 266 198 -26.4 60 12 GBPJPY 26.37483 37.914932 11374.4795 15191.2315 18.2679135 0.3198730 No
42 9117.73 845.32 2015.13 3 87 73 -6.7 60 12 EURGBP 6.71710 148.873770 44662.1310 13573.9084 16.0577159 0.1029196 No
142 35819.65 853.06 8526.64 5 222 183 -28.4 60 12 GBPUSD 28.42213 35.183847 10555.1542 12602.7310 14.7735575 0.2602396 No
242 76209.99 873.49 41902.41 7 229 170 -139.7 60 12 USDJPY 139.67470 7.159493 2147.8478 5456.2487 6.2464925 0.2621667 No
67 55813.18 843.99 36843.94 6 227 159 -122.8 60 12 EURJPY 122.81313 8.142452 2442.7355 4544.5612 5.3846150 0.2689605 No
267 107716.72 868.87 73409.22 6 398 305 -244.7 60 12 XAUUSD 244.69740 4.086680 1226.0040 4402.0378 5.0663940 0.4580662 No
92 42119.15 858.08 30194.65 6 161 121 -100.6 60 12 EURUSD 100.64883 9.935535 2980.6605 4184.7629 4.8768913 0.1876282 No
17 59851.09 869.40 44080.72 7 311 243 -146.9 60 12 AUDUSD 146.93573 6.805696 2041.7089 4073.2835 4.6851662 0.3577180 No
217 86964.82 836.75 153010.71 8 160 120 -510.0 60 12 USDCHF 510.03570 1.960647 588.1941 1705.0732 2.0377331 0.1912160 Yes
192 24522.70 843.81 110358.74 6 160 120 -367.9 60 12 USDCAD 367.86247 2.718407 815.5222 666.6269 0.7900201 0.1896161 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 30
12 BB.Number.of.SDs.to.Enter 2
13 BLAI.Timeframe 1 hour
14 BLAI.length 6
15 BLAISlow.Timeframe 5 minutes
16 BLAISlow.length 40
17 Reversal.Positioning.PPO True
18 PPOthreshold -0.6
19 PPO.Entry.Timeframe 15 minutes
20 PPO.Entry.type.of.fast.moving.average Jurik
21 PPO.Entry.Fast.Length 8
22 PPO.Entry.type.of.slow.moving.average SMA
23 PPO.Entry.Slow.Length 300
24 BB.Exit.length 30
25 BB.Exit.number.of.SDs 1